The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts
This paper analyses the business cycle properties of 183 time series relevant to the Italian economy. We propose new monthly coincident and leading composite indicators for the Italian business cycle. On the methodological side, the study follows a schema for constructing cyclical indicators on a sound statistical basis, combining the use of traditional NBER methods with that of more recent techniques of cyclical analysis: A number of stylized facts of the Italian business cycle emerge. Among them, money and financial variables are found to lead the cycle, chronologically, by at least one year. US and UK cycles lead the Italian cycle by two to three quarters.
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Volume (Year): 59 (2000)
Issue (Month): 2 (September)
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